CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3244 |
1.3436 |
0.0192 |
1.4% |
1.3234 |
| High |
1.3444 |
1.3652 |
0.0208 |
1.5% |
1.3652 |
| Low |
1.3188 |
1.3418 |
0.0230 |
1.7% |
1.3188 |
| Close |
1.3434 |
1.3608 |
0.0174 |
1.3% |
1.3608 |
| Range |
0.0256 |
0.0234 |
-0.0022 |
-8.6% |
0.0464 |
| ATR |
0.0103 |
0.0113 |
0.0009 |
9.0% |
0.0000 |
| Volume |
118,810 |
223,894 |
105,084 |
88.4% |
562,860 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4261 |
1.4169 |
1.3737 |
|
| R3 |
1.4027 |
1.3935 |
1.3672 |
|
| R2 |
1.3793 |
1.3793 |
1.3651 |
|
| R1 |
1.3701 |
1.3701 |
1.3629 |
1.3747 |
| PP |
1.3559 |
1.3559 |
1.3559 |
1.3583 |
| S1 |
1.3467 |
1.3467 |
1.3587 |
1.3513 |
| S2 |
1.3325 |
1.3325 |
1.3565 |
|
| S3 |
1.3091 |
1.3233 |
1.3544 |
|
| S4 |
1.2857 |
1.2999 |
1.3479 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4875 |
1.4705 |
1.3863 |
|
| R3 |
1.4411 |
1.4241 |
1.3736 |
|
| R2 |
1.3947 |
1.3947 |
1.3693 |
|
| R1 |
1.3777 |
1.3777 |
1.3651 |
1.3862 |
| PP |
1.3483 |
1.3483 |
1.3483 |
1.3525 |
| S1 |
1.3313 |
1.3313 |
1.3565 |
1.3398 |
| S2 |
1.3019 |
1.3019 |
1.3523 |
|
| S3 |
1.2555 |
1.2849 |
1.3480 |
|
| S4 |
1.2091 |
1.2385 |
1.3353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3652 |
1.3188 |
0.0464 |
3.4% |
0.0167 |
1.2% |
91% |
True |
False |
112,572 |
| 10 |
1.3652 |
1.2951 |
0.0701 |
5.2% |
0.0133 |
1.0% |
94% |
True |
False |
60,234 |
| 20 |
1.3652 |
1.2822 |
0.0830 |
6.1% |
0.0103 |
0.8% |
95% |
True |
False |
30,559 |
| 40 |
1.3652 |
1.2822 |
0.0830 |
6.1% |
0.0094 |
0.7% |
95% |
True |
False |
15,388 |
| 60 |
1.3652 |
1.2722 |
0.0930 |
6.8% |
0.0090 |
0.7% |
95% |
True |
False |
10,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4647 |
|
2.618 |
1.4265 |
|
1.618 |
1.4031 |
|
1.000 |
1.3886 |
|
0.618 |
1.3797 |
|
HIGH |
1.3652 |
|
0.618 |
1.3563 |
|
0.500 |
1.3535 |
|
0.382 |
1.3507 |
|
LOW |
1.3418 |
|
0.618 |
1.3273 |
|
1.000 |
1.3184 |
|
1.618 |
1.3039 |
|
2.618 |
1.2805 |
|
4.250 |
1.2424 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3584 |
1.3545 |
| PP |
1.3559 |
1.3483 |
| S1 |
1.3535 |
1.3420 |
|